Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.12% | 88.20 % | 89.20 % | 100,000 | 100,000 | 24,346 | 24,346 | 21,540 USD | 21,783 USD | 98.55% | 98.55% |
12/07/2024 | 1.11% | 89.50 % | 90.50 % | 100,000 | 100,000 | 24,814 | 24,814 | 22,164 USD | 22,412 USD | 99.95% | 99.95% |
11/07/2024 | 1.12% | 89.05 % | 90.05 % | 100,000 | 100,000 | 25,103 | 25,103 | 22,355 USD | 22,606 USD | 98.98% | 98.98% |
10/07/2024 | 1.11% | 88.25 % | 89.25 % | 100,000 | 100,000 | 24,883 | 24,883 | 22,134 USD | 22,382 USD | 95.59% | 95.59% |
09/07/2024 | 1.10% | 89.60 % | 90.60 % | 100,000 | 100,000 | 25,705 | 25,705 | 23,168 USD | 23,425 USD | 88.41% | 88.41% |
08/07/2024 | 1.09% | 90.00 % | 91.00 % | 100,000 | 100,000 | 23,006 | 23,006 | 20,892 USD | 21,122 USD | 97.31% | 97.31% |
05/07/2024 | 1.09% | 91.55 % | 92.55 % | 100,000 | 100,000 | 27,673 | 27,673 | 25,348 USD | 25,625 USD | 89.74% | 89.74% |
04/07/2024 | 1.09% | 91.45 % | 92.45 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,155 USD | 9,255 USD | 99.47% | 99.47% |
03/07/2024 | 1.08% | 91.30 % | 92.30 % | 100,000 | 100,000 | 14,628 | 14,628 | 13,410 USD | 13,557 USD | 99.67% | 99.67% |